Non-transferable non-hedgeable executive stock option pricing
type: Item
instance of: scholarly article
title: Non-transferable non-hedgeable executive stock option pricing
zbMATH Open document ID: 1401.91528
author: David B. Colwell
author: David Feldman
author: Wei Hu
publication date: 2018-08-13T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91B25
zbMATH DE Number: 6917203
zbMATH Keywords: executive stock options
zbMATH Keywords: constrained portfolio optimization
zbMATH Keywords: stochastic discount factor
zbMATH Keywords: non-hedgeable
zbMATH Keywords: non-transferable
MaRDI profile type: Publication
full work available at URL: j.jedc.2015.02.002
OpenAlex ID: W3123691003
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DOI: 10.1016/J.JEDC.2015.02.002
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6917203